The instructions in the link refer to the option in ROM Manager app that you are installing in Step 1. To clarify, "Step 2" should read "Launch ROM Manager, and use the 'Flash ClockworkMod Recovery' option."
–
ChahkAug 17 '12 at 13:57

The relevant section about flashing recovery contains the steps you need to follow. Make sure to read the Note at the end of the section if the first kernel doesn't work for you (it didn't work for me).

BTW, the link to the latest version of CyanogenMod (at least) at that "Guide" page is a misleading (outdated): it points to a page that suggests CyanogenMod 7.2, but there's already a Cyanogen 9 stable release for Samsung Galaxy S; check it at get.cm/?device=galaxysmtd&type=stable . Don't know whether the "latest release" to Clockwork recovery really points to an uptodate latest release, or there's likewise a newer one.
–
imz -- Ivan ZakharyaschevAug 21 '12 at 10:48

The guide points at using heimdall on another GNU/Linux computer to flash the recovery. There is a further problem if my other computer (which runs a GNU/Linux) is ARM. To flash the Samsung Galaxy S from it through the USB cable, I'd need something like heimdall for ARM. It's not among the available pre-built downloads, will have to try to build it for ARM then... Is obtaining heimdall for ARM possible?
–
imz -- Ivan ZakharyaschevAug 21 '12 at 11:33

The general consensus is there's usually different partitions available:

system

data

cache

boot

recovery

When a guide says to flash "partition" where partition is one of the above, then that implies transferring the contents destined for the partition. The mileage will vary depending on the handset/manufacturer as not all of them actually have implemented partitions like the above.

Usually it can be done with using the cable plugged in and using fastboot.

For example:

To flash a kernel onto the boot partition one can undertake it like this:

sudo fastboot flash boot boot_image_file.img

followed by:

sudo fastboot reboot

Likewise in the OP's case, its referring to the recovery partition.

sudo fastboot flash recovery recovery_image_file.img

I would be wary about using ROM Manager to do this for you without using a computer; Have got bitten by it, and found that it can sometimes, be incorrect with regards to using recovery i.e. ClockworkMod Recovery, it was so convinced that I had a very old version of CWM, when in reality, the latest was installed; end result, I messed up the recovery and threw away ROM Manager as I preferred to do it on the computer - less errors and that the human checking is in place.